+79.8%
CMF price history and return analytics
+357.6%
-277.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | +1.1% | +0.4% | +0.7% | +1.1% |
| 30D | +3.9% | -2.6% | +6.5% | +4.0% |
| 3M | -0.5% | -3.2% | +2.8% | -0.4% |
| 6M | -0.5% | +0.9% | -1.4% | -0.5% |
| YTD | +0.1% | +11.3% | -11.2% | -0.1% |
| 1Y | +0.7% | +14.0% | -13.3% | +0.4% |
| 3Y | +10.9% | +75.8% | -65.0% | +9.8% |
| 5Y | +2.3% | +57.8% | -55.5% | +1.3% |
| 10Y | +19.1% | +219.8% | -200.7% | +17.3% |
| All | +79.8% | +357.6% | -277.8% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling